CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1204 |
1.1213 |
0.0009 |
0.1% |
1.1181 |
| High |
1.1217 |
1.1296 |
0.0079 |
0.7% |
1.1335 |
| Low |
1.1132 |
1.1172 |
0.0040 |
0.4% |
1.1088 |
| Close |
1.1197 |
1.1285 |
0.0088 |
0.8% |
1.1150 |
| Range |
0.0085 |
0.0124 |
0.0039 |
45.9% |
0.0247 |
| ATR |
0.0136 |
0.0135 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
296,841 |
349,528 |
52,687 |
17.7% |
1,159,637 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1623 |
1.1578 |
1.1353 |
|
| R3 |
1.1499 |
1.1454 |
1.1319 |
|
| R2 |
1.1375 |
1.1375 |
1.1308 |
|
| R1 |
1.1330 |
1.1330 |
1.1296 |
1.1353 |
| PP |
1.1251 |
1.1251 |
1.1251 |
1.1262 |
| S1 |
1.1206 |
1.1206 |
1.1274 |
1.1229 |
| S2 |
1.1127 |
1.1127 |
1.1262 |
|
| S3 |
1.1003 |
1.1082 |
1.1251 |
|
| S4 |
1.0879 |
1.0958 |
1.1217 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1932 |
1.1788 |
1.1286 |
|
| R3 |
1.1685 |
1.1541 |
1.1218 |
|
| R2 |
1.1438 |
1.1438 |
1.1195 |
|
| R1 |
1.1294 |
1.1294 |
1.1173 |
1.1243 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1165 |
| S1 |
1.1047 |
1.1047 |
1.1127 |
1.0996 |
| S2 |
1.0944 |
1.0944 |
1.1105 |
|
| S3 |
1.0697 |
1.0800 |
1.1082 |
|
| S4 |
1.0450 |
1.0553 |
1.1014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1296 |
1.1088 |
0.0208 |
1.8% |
0.0117 |
1.0% |
95% |
True |
False |
299,443 |
| 10 |
1.1367 |
1.1088 |
0.0279 |
2.5% |
0.0121 |
1.1% |
71% |
False |
False |
259,156 |
| 20 |
1.1718 |
1.1020 |
0.0698 |
6.2% |
0.0140 |
1.2% |
38% |
False |
False |
269,660 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0125 |
1.1% |
52% |
False |
False |
238,208 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0129 |
1.1% |
52% |
False |
False |
235,141 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0134 |
1.2% |
52% |
False |
False |
193,582 |
| 100 |
1.1718 |
1.0687 |
0.1031 |
9.1% |
0.0135 |
1.2% |
58% |
False |
False |
155,221 |
| 120 |
1.1718 |
1.0545 |
0.1173 |
10.4% |
0.0134 |
1.2% |
63% |
False |
False |
129,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1823 |
|
2.618 |
1.1621 |
|
1.618 |
1.1497 |
|
1.000 |
1.1420 |
|
0.618 |
1.1373 |
|
HIGH |
1.1296 |
|
0.618 |
1.1249 |
|
0.500 |
1.1234 |
|
0.382 |
1.1219 |
|
LOW |
1.1172 |
|
0.618 |
1.1095 |
|
1.000 |
1.1048 |
|
1.618 |
1.0971 |
|
2.618 |
1.0847 |
|
4.250 |
1.0645 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1268 |
1.1260 |
| PP |
1.1251 |
1.1234 |
| S1 |
1.1234 |
1.1209 |
|